R: Rank and Factor Loadings Estimation in Time Series Tensor Factor Models

# Rank and Factor Loadings Estimation in Time Series Tensor Factor Models

## Documentation for package ‘TensorPreAve’ version 1.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

bs_cor_rank | Bootstrap Rank Estimation.
equal_weight_tensor | Equal weight Fama-French portfolio returns data.
iter_proj | Iterative Projection Estimator.
pre_eigenplot | Eigenvalue Plot of a Random Sample
pre_est | Pre-Averaging Estimator
rank_factors_est | Rank and Factor Loadings Estimation
tensor_data_gen | Tensor time series data generation.
value_weight_tensor | Value weighted Fama-French portfolio returns data.